STRATEGY VWAP MOMENTUM

20251128 (Friday, DoW=5)

TP: 125.0 pts  |  SL: 75.0 pts  |  Hours: 00:00:00 - 22:59:59

GENERAL

Total Trades: 4

Periodo: 2025-11-28 15:37:00 - 2025-11-28 19:14:00

Exposure Days: 1

Trades per Day: 4.00

Avg Duration: 31.00 min

Median Duration: 33.00 min

PERFORMANCE

Total Profit: $-925.00

Avg Profit: $-231.25

Median Profit: $-72.50

Std Profit: $925.31

Profit Factor: 0.44

WIN/LOSS

Win Rate: 0.0%

Winners / Losers: 0 / 3 (Ratio: N/A)

Gross Profit: $720.00

Gross Loss: $-1,645.00

Avg Winner: $0.00

Avg Loser: $-548.33

Avg Winner / Avg Loser: (Ratio: 1:0.00)

Largest Winner: $720.00

Largest Loser: $-1,500.00

RISK METRICS

Max Drawdown: $-145.00

Sharpe Ratio: -0.25

Sortino Ratio: -0.28

Ulcer Index: 6.17

EXIT REASONS

TARGET exits: 0 (0.0%)

STOP exits: 1 (25.0%)

EOD exits: 1 (25.0%)

LONG ENTRIES (BUY)

Total LONG: 4

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $-925.00

Avg P&L: $-231.25

SHORT ENTRIES (SELL)

Total SHORT: 0

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $0.00

Avg P&L: $0.00

CUMULATIVE P&L